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CALC «شَغِّل مَحَلِّيًّا فِي مُتَصَفِّحِكَ» Cumulative funding and carry cash flow Projects funding payments across discrete settlement epochs and holding horizons.
«افتراضاتك · ليست توقعًا» «أدخل قيمك للحساب» Projected funding cash flow and annualized yield drag under constant rate assumptions
Projected funding = Notional × Rate × (Days × 24 ÷ Interval)
Assumes a constant funding rate across all settlement epochs. Real funding rates float dynamically each hour or 8-hour period based on spot-perp basis. Exchange-specific clamp limits and rate caps apply. Companion guides: Negative Funding Rate Playbook · Delta-Neutral Cash-and-Carry Arbitrage · Backtesting Historical Funding Rates .
historical funding rate alignment: 1-hour vs 8-hour timestamp mapping Chronological UTC bar grid showing how Hyperliquid settles funding every hour (00:00–08:00 UTC) while 8-hour CEX contracts settle only at discrete 00:00 and 08:00 UTC snapshots.
DISCRETE FUNDING SNAPSHOT ALIGNMENT ACROSS UTC TIMESTAMPS
1-Hour Clock (HL)
8 discrete events
01:00 02:00
03:00 04:00
05:00 06:00
07:00 08:00
8-Hour Clock (CEX)
1 snapshot at 08:00
00:01 – 07:59 UTC: $0.00 Funding Settled on 8h Venue
08:00
Common Backtest Bug: Applying an unadjusted 8-hour rate to every 1-hour bar overstates carry by 8.0x
Only credit or debit funding when the simulated position is open across the exact settlement timestamp
Verify contract interval adjustments · some CEX contracts dynamically switch from 8h to 4h or 1h clocks
Chronological UTC bar grid showing how Hyperliquid settles funding every hour (00:00–08:00 UTC) while 8-hour CEX contracts settle only at discrete 00:00 and 08:00 UTC snapshots. «رسم توضيحي تعليمي · ليس بيانات سوق حية» هذا المصدر تعليمي، وليس نصيحة مالية فردية. تبقى مدخلات الآلة الحاسبة في متصفحك. تحقق من وثائق العقد والهامش والرسوم الحالية لمنصتك.